+404.6%
VIAV vs VEEV
+556.2%
-151.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +11.2% | -4.6% | +15.8% | +12.1% |
| 30D | -10.1% | +8.6% | -18.8% | -12.3% |
| 3M | -22.9% | +62.4% | -85.3% | -32.1% |
| 6M | +28.8% | +40.3% | -11.5% | +16.3% |
| YTD | +117.5% | +17.5% | +99.9% | +104.5% |
| 1Y | +216.1% | -6.1% | +222.2% | +215.7% |
| 3Y | +292.2% | +16.7% | +275.5% | +256.6% |
| 5Y | +141.0% | -13.3% | +154.3% | +130.4% |
| All | +404.6% | +556.2% | -151.6% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling